PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-26 14:16:00.749537+00:00 (UTC)
In US/Central Time, this is 2024-03-26 09:16:00.749537-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.896829 -0.474387 0.086355 -0.009098 0.545133 0.254474
1997-01-03 -0.885119 -0.474387 -0.155455 0.006408 0.744727 0.205305
1997-01-06 -0.881216 -0.474387 -0.064024 -0.016851 0.777607 0.269262
1997-01-07 -0.881216 -0.453568 -0.128988 -0.047862 0.837238 0.382902
1997-01-08 -0.892926 -0.453568 -0.021918 -0.086627 0.785269 0.496150
... ... ... ... ... ... ...
2024-03-19 -0.881216 -1.463278 -0.794267 1.657773 0.738748 0.558610
2024-03-20 -0.865603 -1.400822 -0.888104 1.719796 0.827923 0.465823
2024-03-21 -0.900732 -1.432050 -0.902541 1.727549 0.836545 0.472564
2024-03-22 -0.889023 -1.452869 -0.885698 1.727549 0.764105 0.313953
2024-03-25 -0.889023 -1.369594 -0.870059 1.727549 0.788361 0.313953

7194 rows × 6 columns

../_images/83c46fec502fc6d9f879d8325afe9a3ed64fdfcfb285b989ac7dd7093b2cd25f.png
pc1
DATE
1997-01-02   -0.577031
1997-01-03   -0.683142
1997-01-06   -0.666052
1997-01-07   -0.702405
1997-01-08   -0.672078
                ...   
2024-03-19   -1.571794
2024-03-20   -1.595938
2024-03-21   -1.625947
2024-03-22   -1.583081
2024-03-25   -1.560684
Name: PC1, Length: 7194, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/29b8deb69c5092a64bd00c059399759013862c88b6f77a6eb43db73928387904.png
fig = px.line(pc1)
fig.show()
../_images/c5e0c2fede7a68dc1207cb5420eb692bb0e79e5205f15b7425e7e1a2422c662e.png